Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30174.9835 | 953.3511 | 29221.6324 | 31126.1951 | -4291.0704 | 35417.2655 |
Total P&L (%) | 30.175 | 0.9534 | 29.2216 | 31.1262 | -4.2911 | 35.4173 |
Avg Daily Profit (%) | 0.5794 | 0.0183 | 0.5611 | 0.5217 | -0.0842 | 0.5839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16952 | -20031 | -5896 | -24153 | -28520 | -6462 |
Profit Factor | 1.2887 | 1.0159 | 1.6581 | 1.2481 | 0.9422 | 1.691 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 47.7778 | 43.3333 | 52.2222 | 47.7778 | 43.3333 | 52.2222 |
Ratio Avg Win / Avg Loss | 1.4086 | 1.3284 | 1.517 | 1.3642 | 1.2321 | 1.547 |
Largest Winning Trade | 8109 | 8109 | 4281 | 8454 | 8454 | 5587 |
Largest Losing Trade | -5500 | -4773 | -5500 | -5832 | -5588 | -5832 |
Avg Bars in Trades | 137 | 138 | 135 | 137 | 138 | 135 |
Avg Bars in Winners | 165 | 162 | 167 | 165 | 162 | 167 |
Avg Bars in Losers | 111 | 119 | 101 | 111 | 119 | 101 |
Bars Traded | 24669 | 12456 | 12212 | 24669 | 12456 | 12212 |
Profit Streak | 8.7374 | 8.8645 | 8.7374 | 8.7374 | 8.8645 | 8.7374 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 249268 | -541277 | 343167 | 225617 | -583405 | 362281 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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